Anic Equity¶

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Total return since start: 0.663 %¶

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Equity now: -----------------------------> 50798.2 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45239.28 Kr¶

PnL: ---------------------------------------> -338.31 Kr¶

DD now: ---------------------------------> -4.371 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-19 11:10:20.833917'

Anic Portfolio¶

Today¶

Return: 0.092 %¶

This Week¶

Return: 0.092 %¶

Total portfolio value¶

Return including deposits: 66.3 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hexagon B 26 -0.530000 3434.600000 23.400000 0.690000 3411.200000
INVISIO 15 -0.830000 3585.000000 22.500000 0.630000 3562.500000
Profoto Holding 7 0.710000 599.200000 17.200000 2.960000 581.999999
Nederman Holding 1 -0.930000 214.000000 15.000000 7.540000 199.000000
Sagax B 4 -0.930000 894.000000 10.800000 1.220000 883.200000
Atrium Ljungberg B 5 0.330000 911.500000 10.000000 1.110000 901.500000
Hexatronic Group 15 2.340000 1075.500000 7.800000 0.730000 1067.700000
Platzer Fastigheter Holding B 12 -0.620000 956.400000 7.200000 0.760000 949.200000
Vitec Software Group B 2 -1.600000 1108.000000 7.000000 0.640000 1101.000000
Latour B 4 -2.320000 860.400000 6.400000 0.750000 854.000000
OX2 12 -2.440000 912.600000 6.000000 0.660000 906.600000
JM 7 -0.870000 953.400000 5.600000 0.590000 947.800000
Addnode Group B 7 -2.040000 907.200000 4.200000 0.470000 903.000000
ASSA ABLOY B 4 -1.070000 994.800000 4.000000 0.400000 990.800000
BioGaia B 8 -1.220000 906.400000 4.000000 0.440000 902.400000
Orrön Energy 170 -2.990000 2044.250000 3.400000 0.170000 2040.850000
EQT 4 -1.310000 874.000000 3.200000 0.370000 870.800000
HEXPOL B 8 -0.750000 957.600000 2.400000 0.250000 955.200000
Sandvik 4 -1.300000 847.200000 1.600000 0.190000 845.600000
Byggmax Group 33 -1.410000 966.240000 1.320000 0.140000 964.920000
SKF B 5 -1.310000 978.500000 0.500000 0.050000 978.000000
Catena 2 0.250000 804.000000 0.400000 0.050000 803.600000
Sagax A 4 -1.340000 884.000000 0.000000 0.000000 884.000000
AcadeMedia 20 -0.890000 975.600000 0.000000 0.000000 975.600000
Hoist Finance 36 0.900000 1008.000000 0.000000 0.000000 1008.000000
Alimak Group 12 -0.120000 1004.400000 0.000000 0.000000 1004.400000
Hennes & Mauritz B 6 -1.150000 909.720000 -0.240000 -0.030000 909.960000
Biotage 1 -6.840000 147.000000 -0.500000 -0.340000 147.500000
Gränges 10 4.020000 1035.000000 -1.000000 -0.100000 1036.000000
Creaspac SPAC 40 -0.210000 3820.000000 -4.000000 -0.100000 3824.000000
Eastnine 6 -1.450000 652.800000 -4.200000 -0.640000 657.000000
Vitrolife 3 -1.490000 672.600000 -4.400000 -0.650000 677.000001
Investor B 3 -0.940000 648.600000 -9.400000 -1.430000 657.999999
BHG Group 109 -6.100000 1408.280000 -10.900000 -0.770000 1419.180000
VEF 788 -1.080000 1883.320000 -14.180000 -0.750000 1897.504000
Balco Group 39 -3.070000 1788.150000 -86.850000 -4.630000 1874.999997
Sedana Medical 93 -3.170000 2617.020000 -366.560000 -12.290000 2983.577733
TOTAL 45239.280000 -338.310000 -4.37149% 45577.591729

Updated:¶

'2023-06-19 11:10:38.362927'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶